AAM S&P 500 HIGH DIVIDEND VALUE ETF ETFs

Key Data

AAM

S&P 500 Div and Free CF Yield

80.13 M

USD

11/28/2017

Yes

Large Value

United States

U.S. Bank N.A

US26922A5948

SPDV

Performance

Name	%
Performance Current Year	-6.78
Performance since Inception	30.82
High 1 Year	32.85
Maximum Loss 1 Year	-19.50

Name	%
Alpha 1 Year	-0.46
Alpha 3 Years	-1.35
Alpha 5 Years	-2.48
Average Gain 1 Year	5.68
Average Gain 3 Years	4.96
Average Gain 5 Years	4.00
Average Loss 1 Year	-5.86
Average Loss 3 Years	-5.13
Average Loss 5 Years	-5.30
Batting Average 1 Year	50.00
Batting Average 3 Years	58.33
Batting Average 5 Years	51.67
Beta 1 Year	1.08
Beta 3 Years	1.10
Beta 5 Years	1.09
Capture Ratio Down 1 Year	108.02
Capture Ratio Down 3 Years	102.54
Capture Ratio Down 5 Years	105.86
Capture Ratio Up 1 Year	105.21
Capture Ratio Up 3 Years	99.27
Capture Ratio Up 5 Years	96.53
Correlation 1 Year	96.95
Correlation 3 Years	95.05
Correlation 5 Years	95.52
High 1 Year	32.85
Information Ratio 1 Year	-0.19
Information Ratio 3 Years	-0.12
Information Ratio 5 Years	-0.38
Low 1 Year	25.41
Maximum Loss 1 Year	-19.50
Maximum Loss 3 Years	-22.31
Maximum Loss 5 Years	-33.03
Performance Current Year	-6.78
Performance since Inception	30.82
Risk adjusted Return 3 Years	3.80
Risk adjusted Return 5 Years	-0.46
Risk adjusted Return Since Inception	1.25
R-Squared (R²) 1 Year	93.98
R-Squared (R²) 3 Years	90.35
R-Squared (R²) 5 Years	91.24
Sortino Ratio 1 Year	-0.20
Sortino Ratio 3 Years	0.77
Sortino Ratio 5 Years	0.44
Tracking Error 1 Year	6.12
Tracking Error 3 Years	7.59
Tracking Error 5 Years	6.45
Trailing Performance 1 Month	-11.37
Trailing Performance 1 Week	-6.36
Trailing Performance 1 Year	-8.86
Trailing Performance 2 Years	-3.31
Trailing Performance 3 Months	-6.97
Trailing Performance 3 Years	53.15
Trailing Performance 4 Years	21.22
Trailing Performance 5 Years	22.21
Trailing Performance 6 Months	-1.91
Trailing Return 1 Month	-4.32
Trailing Return 1 Year	-3.03
Trailing Return 2 Months	0.59
Trailing Return 2 Years	6.95
Trailing Return 3 Months	-3.30
Trailing Return 3 Years	11.49
Trailing Return 4 Years	7.06
Trailing Return 5 Years	6.00
Trailing Return 6 Months	4.27
Trailing Return 9 Months	-6.13
Trailing Return Since Inception	6.78
Trailing Return YTD - Year to Date	0.59
Treynor Ratio 1 Year	-5.52
Treynor Ratio 3 Years	9.48
Treynor Ratio 5 Years	4.17

Sustainability Rating

Average

Equity

Carbon Risk Score

13.48

100

10.4

Low High

Fossil-Fuel Involvement

20.43

100

12.98

Low High

Investment Policy

The investment seeks to track the total return performance, before fees and expenses, of the S&P 500 Dividend and Free Cash Flow Yield Index. The index is a rules-based, equal-weighted index that is designed to provide exposure to the constituents of the S&P 500® Index that exhibit both high dividend yield and sustainable dividend distribution characteristics, while maintaining diversified sector exposure. At least 80% of the fund’s net assets, plus borrowings for investment purposes, will be invested in equity securities that (i) are included in the S&P 500 Index and (ii) have had a positive indicated annual dividend yield within the past year.

funds category comparison

Name	1y Perf.
Payden Equity Income Fund SI Class	-11.85
JPMorgan Value Advantage Fund Class R3	-11.85
Lord Abbett Affiliated Fund Class R6	-11.83
Transamerica Sustainable Equity Income Class R6	-11.83
Transamerica Sustainable Equity Income Class I2	-11.83

Name

1y Perf.

Payden Equity Income Fund SI Class

-11.85

JPMorgan Value Advantage Fund Class R3

-11.85

Lord Abbett Affiliated Fund Class R6

-11.83

Transamerica Sustainable Equity Income Class R6

-11.83

Transamerica Sustainable Equity Income Class I2

-11.83